Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.62 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49478.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45417.12 Kr¶

PnL: ---------------------------------------> 361.12 Kr¶

DD now: ---------------------------------> -6.856 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:09:10.145623'

Anic Portfolio¶

Today¶

Return: -0.483 %¶

This Week¶

Return: 0.356 %¶

Total portfolio value¶

Return including deposits: 61.98 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.420000 1660.680000 191.680000 13.050000 1468.999998
Orrön Energy 180 0.040000 2203.200000 160.200000 7.840000 2043.000000
Sedana Medical 93 -0.210000 2656.080000 135.080000 5.360000 2521.000011
VEF 909 0.000000 1908.900000 58.900000 3.180000 1850.000436
Atrium Ljungberg B 5 -0.350000 991.500000 56.500000 6.040000 935.000000
Platzer Fastigheter Holding B 12 -0.710000 1012.800000 51.800000 5.390000 960.999996
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
Hexatronic Group 12 -0.430000 997.440000 30.440000 3.150000 966.999996
Hoist Finance 35 -0.690000 1009.750000 29.750000 3.040000 980.000000
Sagax B 4 -1.600000 882.800000 28.800000 3.370000 854.000000
Sagax A 4 -2.230000 876.000000 22.000000 2.580000 854.000000
Bilia A 8 -0.350000 912.800000 12.800000 1.420000 900.000000
Byggmax Group 33 -0.540000 968.220000 12.220000 1.280000 956.000001
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
BioGaia B 8 -1.350000 937.600000 7.600000 0.820000 930.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
Clas Ohlson B 12 -0.550000 978.600000 5.600000 0.580000 972.999996
AcadeMedia 8 0.100000 406.800000 4.800000 1.190000 402.000000
OX2 13 -0.070000 954.200000 4.200000 0.440000 949.999999
ASSA ABLOY B 3 0.270000 781.800000 2.800000 0.360000 779.000001
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 0.080000 919.000000 -21.000000 -2.230000 940.000000
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Vitec Software Group B 2 -0.090000 1058.000000 -29.000000 -2.670000 1087.000000
Indutrade 5 -0.380000 1185.500000 -32.500000 -2.670000 1218.000000
Addnode Group B 11 -2.010000 883.850000 -37.150000 -4.030000 921.000003
Latour B 4 -0.250000 814.000000 -43.000000 -5.020000 857.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
Hexagon B 26 -1.290000 3389.100000 -71.900000 -2.080000 3461.000010
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 -0.980000 1367.700000 -91.300000 -6.260000 1458.999989
TOTAL 45417.120000 361.120000 -6.85555% 45056.000411

Updated:¶

'2023-07-05 09:09:26.700696'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶